Nikon D5000 Manual – Now Available for Download
This 19.6 MB PDF instruction document (Nikon calls it a "Guide to Digital Photography") for the Nikon D5000 should prove to be a fantastic read, all 256 pages of it – be sure to download it.
Both English Language (printable and non-printable) and Spanish (non-printable) versions of the D5000 owner's operation guide can be downloaded.
The user guide is titled "Nikon D5000 Digital Camera User's Manual" (the 19.6 MB Acrobat document that I referred to).

Here are the direct links to the English and Spanish non-printable manuals – right-click and save to your hard drive.
For copyright purposes, the printable version of the Adobe Acrobat PDF document requires you to input your camera serial number and agree to a license, while the non-printable version doesn't. You'll get the following dialog box if you try to print the password-protected, non-printable document.

The guide discusses the features of the D5000 and how to use the camera, for instance, on page 114, there's an explanation on how to use the optional Nikon GP-1 GPS Unit which plugs directly into the accessory terminal that's located on the left hand side of the camera body.

Other types of devices can be plugged into the accessory terminal – one example is third-party RF (radio frequency) remote control units such as the Phottix Cleon N10, Phottix Plato and Phottix Cleon II.